The pool is also empty when he stands up whilst still wrapped in bandages. We can only assume the water is absorbed into him as he is 'born' (although I admit it's a lot of water'.
Plus, it'd make a mess....

Just like Huga and Cher said, the tank is empty when Rocky goes to get up, and is bone dry when he gets out
After just watching, I noticed that it starts out full of water, then they cut to Riff-Raff (who shuts something off), then they cut to the light above Rocky's tank, when they cut back to Rocky's tank, you can tell that it's empty